Pages that link to "Item:Q2490728"
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The following pages link to One-step approximations for stochastic functional differential equations (Q2490728):
Displaying 13 items.
- Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (Q369736) (← links)
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
- Numerical treatment of stochastic delay differential equations: a global error bound (Q2315842) (← links)
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
- Mean square convergence of one-step methods for neutral stochastic differential delay equations (Q2518671) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
